Numerical analysis for the time distributed-order and Riesz space fractional diffusions on bounded domains

Subdiffusion equations with distributed-order fractional derivatives describe some important physical phenomena. In this paper, we consider the time distributed-order and Riesz space fractional diffusions on bounded domains with Dirichlet boundary conditions. Here, the time derivative is defined as the distributed-order fractional derivative in the Caputo sense, and the space derivative is defined as the Riesz fractional derivative. First, we discretize the integral term in the time distributed-order and Riesz space fractional diffusions using numerical approximation. Then the given equation can be written as a multi-term time–space fractional diffusion. Secondly, we propose an implicit difference method for the multi-term time–space fractional diffusion. Thirdly, using mathematical induction, we prove the implicit difference method is unconditionally stable and convergent. Also, the solvability for our method is discussed. Finally, two numerical examples are given to show that the numerical results are in good agreement with our theoretical analysis.

A Novel High Order Space-Time Spectral Method for the Time Fractional Fokker--Planck Equation

The fractional Fokker-Planck equation is an important physical model for simulating anomalous diffusions with external forces. Because of the non-local property of the fractional derivative an interesting problem is to explore high accuracy numerical methods for fractional differential equations. In this paper, a space-time spectral method is presented for the numerical solution of the time fractional Fokker-Planck initial-boundary value problem. The proposed method employs the Jacobi polynomials for the temporal discretization and Fourier-like basis functions for the spatial discretization. Due to the diagonalizable trait of the Fourier-like basis functions, this leads to a reduced representation of the inner product in the Galerkin analysis. We prove that the time fractional Fokker-Planck equation attains the same approximation order as the time fractional diffusion equation developed in [23] by using the present method. That indicates an exponential decay may be achieved if the exact solution is sufficiently smooth. Finally, some numerical results are given to demonstrate the high order accuracy and efficiency of the new numerical scheme. The results show that the errors of the numerical solutions obtained by the space-time spectral method decay exponentially.

Test-retest reliability of graph theory measures of structural brain connectivity

The human connectome has recently become a popular research topic in neuroscience, and many new algorithms have been applied to analyze brain networks. In particular, network topology measures from graph theory have been adapted to analyze network efficiency and 'small-world' properties. While there has been a surge in the number of papers examining connectivity through graph theory, questions remain about its test-retest reliability (TRT). In particular, the reproducibility of structural connectivity measures has not been assessed. We examined the TRT of global connectivity measures generated from graph theory analyses of 17 young adults who underwent two high-angular resolution diffusion (HARDI) scans approximately 3 months apart. Of the measures assessed, modularity had the highest TRT, and it was stable across a range of sparsities (a thresholding parameter used to define which network edges are retained). These reliability measures underline the need to develop network descriptors that are robust to acquisition parameters.

Single layer lead iodide: Computational exploration of structural, electronic and optical properties, strain induced band modulation and the role of spin-orbital-coupling

Graphitic like layered materials exhibit intriguing electronic structures and thus the search for new types of two-dimensional (2D) monolayer materials is of great interest for developing novel nano-devices. By using density functional theory (DFT) method, here we for the first time investigate the structure, stability, electronic and optical properties of monolayer lead iodide (PbI2). The stability of PbI2 monolayer is first confirmed by phonon dispersion calculation. Compared to the calculation using generalized gradient approximation, screened hybrid functional and spin–orbit coupling effects can not only predicts an accurate bandgap (2.63 eV), but also the correct position of valence and conduction band edges. The biaxial strain can tune its bandgap size in a wide range from 1 eV to 3 eV, which can be understood by the strain induced uniformly change of electric field between Pb and I atomic layer. The calculated imaginary part of the dielectric function of 2D graphene/PbI2 van der Waals type hetero-structure shows significant red shift of absorption edge compared to that of a pure monolayer PbI2. Our findings highlight a new interesting 2D material with potential applications in nanoelectronics and optoelectronics.

Bayesian parametric bootstrap for models with intractable likelihoods

In this paper it is demonstrated how the Bayesian parametric bootstrap can be adapted to models with intractable likelihoods. The approach is most appealing when the semi-automatic approximate Bayesian computation (ABC) summary statistics are selected. After a pilot run of ABC, the likelihood-free parametric bootstrap approach requires very few model simulations to produce an approximate posterior, which can be a useful approximation in its own right. An alternative is to use this approximation as a proposal distribution in ABC algorithms to make them more efficient. In this paper, the parametric bootstrap approximation is used to form the initial importance distribution for the sequential Monte Carlo and the ABC importance and rejection sampling algorithms. The new approach is illustrated through a simulation study of the univariate g-and- k quantile distribution, and is used to infer parameter values of a stochastic model describing expanding melanoma cell colonies.

A preconditioned numerical solver for stiff nonlinear reaction-diffusion equations with fractional Laplacians that avoids dense matrices

The numerical solution of fractional partial differential equations poses significant computational challenges in regard to efficiency as a result of the spatial nonlocality of the fractional differential operators. The dense coefficient matrices that arise from spatial discretisation of these operators mean that even one-dimensional problems can be difficult to solve using standard methods on grids comprising thousands of nodes or more. In this work we address this issue of efficiency for one-dimensional, nonlinear space-fractional reaction–diffusion equations with fractional Laplacian operators. We apply variable-order, variable-stepsize backward differentiation formulas in a Jacobian-free Newton–Krylov framework to advance the solution in time. A key advantage of this approach is the elimination of any requirement to form the dense matrix representation of the fractional Laplacian operator. We show how a banded approximation to this matrix, which can be formed and factorised efficiently, can be used as part of an effective preconditioner that accelerates convergence of the Krylov subspace iterative solver. Our approach also captures the full contribution from the nonlinear reaction term in the preconditioner, which is crucial for problems that exhibit stiff reactions. Numerical examples are presented to illustrate the overall effectiveness of the solver.

Fourier spectral methods for fractional-in-space reaction-diffusion equations

Fractional differential equations are becoming increasingly used as a powerful modelling approach for understanding the many aspects of nonlocality and spatial heterogeneity. However, the numerical approximation of these models is demanding and imposes a number of computational constraints. In this paper, we introduce Fourier spectral methods as an attractive and easy-to-code alternative for the integration of fractional-in-space reaction-diffusion equations described by the fractional Laplacian in bounded rectangular domains ofRn. The main advantages of the proposed schemes is that they yield a fully diagonal representation of the fractional operator, with increased accuracy and efficiency when compared to low-order counterparts, and a completely straightforward extension to two and three spatial dimensions. Our approach is illustrated by solving several problems of practical interest, including the fractional Allen–Cahn, FitzHugh–Nagumo and Gray–Scott models, together with an analysis of the properties of these systems in terms of the fractional power of the underlying Laplacian operator.

The effect of thermal radiation on the natural convection boundary layer flow over a wavy horizontal surface

In this article, natural convection boundary layer flow is investigated over a semi-infinite horizontal wavy surface. Such an irregular (wavy) surface is used to exchange heat with an external radiating fluid which obeys Rosseland diffusion approximation. The boundary layer equations are cast into dimensionless form by introducing appropriate scaling. Primitive variable formulations (PVF) and stream function formulations (SFF) are independently used to transform the boundary layer equations into convenient form. The equations obtained from the former formulations are integrated numerically via implicit finite difference iterative scheme whereas equations obtained from lateral formulations are simulated through Keller-box scheme. To validate the results, solutions produced by above two methods are compared graphically. The main parameters: thermal radiation parameter and amplitude of the wavy surface are discussed categorically in terms of shear stress and rate of heat transfer. It is found that wavy surface increases heat transfer rate compared to the smooth wall. Thus optimum heat transfer is accomplished when irregular surface is considered. It is also established that high amplitude of the wavy surface in the boundary layer leads to separation of fluid from the plate.

Numerical analysis of a new space-time variable fractional order advection-dispersion equation

Many physical processes appear to exhibit fractional order behavior that may vary with time and/or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. In this paper, we consider a new space–time variable fractional order advection–dispersion equation on a finite domain. The equation is obtained from the standard advection–dispersion equation by replacing the first-order time derivative by Coimbra’s variable fractional derivative of order α(x)∈(0,1]α(x)∈(0,1], and the first-order and second-order space derivatives by the Riemann–Liouville derivatives of order γ(x,t)∈(0,1]γ(x,t)∈(0,1] and β(x,t)∈(1,2]β(x,t)∈(1,2], respectively. We propose an implicit Euler approximation for the equation and investigate the stability and convergence of the approximation. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.

Two-scale computational modelling of water flow in unsaturated soils containing irregular-shaped inclusions

The focus of this paper is two-dimensional computational modelling of water flow in unsaturated soils consisting of weakly conductive disconnected inclusions embedded in a highly conductive connected matrix. When the inclusions are small, a two-scale Richards’ equation-based model has been proposed in the literature taking the form of an equation with effective parameters governing the macroscopic flow coupled with a microscopic equation, defined at each point in the macroscopic domain, governing the flow in the inclusions. This paper is devoted to a number of advances in the numerical implementation of this model. Namely, by treating the micro-scale as a two-dimensional problem, our solution approach based on a control volume finite element method can be applied to irregular inclusion geometries, and, if necessary, modified to account for additional phenomena (e.g. imposing the macroscopic gradient on the micro-scale via a linear approximation of the macroscopic variable along the microscopic boundary). This is achieved with the help of an exponential integrator for advancing the solution in time. This time integration method completely avoids generation of the Jacobian matrix of the system and hence eases the computation when solving the two-scale model in a completely coupled manner. Numerical simulations are presented for a two-dimensional infiltration problem.

Improved linear cryptanalysis of reduced-round SIMON-32 and SIMON-48

In this paper we analyse two variants of SIMON family of light-weight block ciphers against variants of linear cryptanalysis and present the best linear cryptanalytic results on these variants of reduced-round SIMON to date. We propose a time-memory trade-off method that finds differential/linear trails for any permutation allowing low Hamming weight differential/linear trails. Our method combines low Hamming weight trails found by the correlation matrix representing the target permutation with heavy Hamming weight trails found using a Mixed Integer Programming model representing the target differential/linear trail. Our method enables us to find a 17-round linear approximation for SIMON-48 which is the best current linear approximation for SIMON-48. Using only the correlation matrix method, we are able to find a 14-round linear approximation for SIMON-32 which is also the current best linear approximation for SIMON-32. The presented linear approximations allow us to mount a 23-round key recovery attack on SIMON-32 and a 24-round Key recovery attack on SIMON-48/96 which are the current best results on SIMON-32 and SIMON-48. In addition we have an attack on 24 rounds of SIMON-32 with marginal complexity.

On the efficacy of Fourier series approximations for pricing European options

This paper investigates several competing procedures for computing the prices of vanilla European options, such as puts, calls and binaries, in which the underlying model has a characteristic function that is known in semi-closed form. The algorithms investigated here are the half-range Fourier cosine series, the half-range Fourier sine series and the full-range Fourier series. Their performance is assessed in simulation experiments in which an analytical solution is available and also for a simple affine model of stochastic volatility in which there is no closed-form solution. The results suggest that the half-range sine series approximation is the least effective of the three proposed algorithms. It is rather more difficult to distinguish between the performance of the halfrange cosine series and the full-range Fourier series. However there are two clear differences. First, when the interval over which the density is approximated is relatively large, the full-range Fourier series is at least as good as the half-range Fourier cosine series, and outperforms the latter in pricing out-of-the-money call options, in particular with maturities of three months or less. Second, the computational time required by the half-range Fourier cosine series is uniformly longer than that required by the full-range Fourier series for an interval of fixed length. Taken together,these two conclusions make a case for pricing options using a full-range range Fourier series as opposed to a half-range Fourier cosine series if a large number of options are to be priced in as short a time as possible.

The electronic origin of contrast reversal in bias-dependent STM images of nanolines

Self-organized Bi lines that are only 1.5 nm wide can be grown without kinks or breaks on Si(0 0 1) surfaces to lengths of up to 500 nm. Constant-current topographical images of the lines, obtained with the scanning tunneling microscope, have a striking bias dependence. Although the lines appear darker than the Si terraces at biases below ≈∣1.2∣ V, the contrast reverses at biases above ≈∣1.5∣ V. Between these two ranges the lines and terraces are of comparable brightness. It has been suggested that this bias dependence may be due to the presence of a semiconductor-like energy gap within the line. Using ab initio calculations it is demonstrated that the energy gap is too small to explain the experimentally observed bias dependence. Consequently, at this time, there is no compelling explanation for this phenomenon. An alternative explanation is proposed that arises naturally from calculations of the tunneling current, using the Tersoff–Hamann approximation, and an examination of the electronic structure of the line.

A revisit to Pope's cohort analysis

Gulland's [Gulland, J.A., 1965. Estimation of mortality rates. Annex to Arctic Fisheries Working Group Report (meeting in Hamburg, January 1965). ICES. C.M. 1965, Doc. No. 3 (mimeographed)] virtual population analysis (VPA) is commonly used for studying the dynamics of harvested fish populations. However, it necessitates the solving of a nonlinear equation for the instantaneous rate of fishing mortality of the fish in a population. Pope [Pope, J.G., 1972. An investigation of the accuracy of Virtual Population Analysis using cohort analysis. ICNAF Res. Bull. 9, 65-74. Also available in D.H. Cushing (ed.) (1983), Key Papers on Fish Populations, p. 291-301, IRL Press, Oxford, 405 p.] eliminated this necessity in his cohort analysis by approximating its underlying age- and time-dependent population model. His approximation has since become one of the most commonly used age- and time-dependent fish population models in fisheries science. However, some of its properties are not well understood. For example, many assert that it describes the dynamics of a fish population, from which the catch of fish is taken instantaneously in the middle of the year. Such an assertion has never been proven, nor has its implied instantaneous rate of fishing mortality of the fish of a particular age at a particular time been examined, nor has its implied catch equation been derived from a general catch equation. In this paper, we prove this assertion, examine its implied instantaneous rate of fishing mortality of the fish of a particular age at a particular time, derive its implied catch equation from a general catch equation, and comment on how to structure an age- and time-dependent population model to ensure its internal consistency. This work shows that Gulland's (1965) virtual population analysis and Pope's (1972) cohort analysis lie at the opposite end of a continuous spectrum as a general model for a seasonally occurring fishery; Pope's (1972) approximation implies an infinitely large instantaneous rate of fishing mortality of the fish of a particular age at a particular time in a fishing season of zero length; and its implied catch equation has an undefined instantaneous rate of fishing mortality of the fish in a population, but a well-defined cumulative instantaneous rate of fishing mortality of the fish in the population. This work also highlights a need for a more careful treatment of the times of start and end of a fishing season in fish population models.

A note on Gittins indexes for pharmaceutical research

The Bernoulli/exponential target process is considered. Such processes have been found useful in modelling the search for active compounds in pharmaceutical research. An inequality is presented which improves a result of Gittins (1989), thus providing a better approximation to the Gittins indices which define the optimal search policy.